src/packages.lisp

   1 ;;; -*- mode: lisp -*-
   2
   3 ;;; Time-stamp: <2009-02-13 17:18:50 tony>
   4 ;;; Creation:   <2008-03-11 19:18:34 user>
   5 ;;; File:       packages.lisp
   6 ;;; Author:     AJ Rossini <blindglobe@gmail.com>
   7 ;;; Copyright:  (c)2007--2008, AJ Rossini.  BSD, LLGPL, or GPLv2, depending
   8 ;;;             on how it arrives.
   9 ;;; Purpose:    package structure description for lispstat
  10
  11 ;;; What is this talk of 'release'? Klingons do not make software
  12 ;;; 'releases'.  Our software 'escapes', leaving a bloody trail of
  13 ;;; designers and quality assurance people in its wake.
  14
  15 ;;; This organization and structure is new to the 21st Century
  16 ;;; version.
  17
  18 (in-package :cl-user)
  19
  20 ;;; LispStat Basics
  21
  22 (defpackage :lisp-stat-object-system
  23   (:nicknames :ls-objects :lsos)
  24   (:use :common-lisp)
  25   (:shadow :call-method :call-next-method :slot-value)
  26   (:export ls-object objectp *object* kind-of-p make-object
  27            *message-hook*
  28            *set-slot-hook* slot-value self
  29            send call-next-method call-method
  30            defmeth defproto instance-slots proto-name))
  31
  32 (defpackage :lisp-stat-types
  33   (:documentation "Provides some typeing for LispStat, but is clearly
  34   a bit incomplete.")
  35   (:use :common-lisp)
  36   (:export fixnump
  37            check-nonneg-fixnum check-one-nonneg-fixnum
  38            check-one-fixnum check-one-real check-one-number))
  39
  40 (defpackage :lisp-stat-float
  41   (:use :common-lisp)
  42   (:export +stat-float-typing+ +stat-cfloat-typing+ +stat-float-template+
  43            machine-epsilon base-float makedouble
  44
  45            make-base-trans-fun-2 make-base-trans-fun
  46
  47            base-log base-exp base-expt base-sqrt base-sin base-cos
  48            base-tan base-asin base-acos base-atan base-sinh
  49            BASE-COSH BASE-TANH BASE-ASINH BASE-ACOSH BASE-ATANH
  50            BASE-ABS BASE-PHASE BASE-FFLOOR BASE-FCEILING BASE-FTRUNCATE
  51            BASE-FROUND BASE-SIGNUM BASE-CIS))
  52
  53 (defpackage :lisp-stat-compound-data
  54   (:use :common-lisp
  55         :lisp-stat-object-system
  56         :lisp-stat-types)
  57   (:shadowing-import-from :lisp-stat-object-system
  58                           slot-value
  59                           call-next-method call-method)
  60   (:export compound-data-p *compound-data-proto*
  61            compound-object-p
  62            compound-data-seq compound-data-length
  63            element-list element-seq
  64            sort-data order rank
  65            recursive-map-elements map-elements repeat
  66            check-sequence
  67            get-next-element make-next-element set-next-element
  68            ;; sequencep
  69            iseq ordered-nneg-seq
  70            select split-list which
  71            difference rseq
  72            flatten-list))
  73
  74 (defpackage :lisp-stat-macros
  75   (:use :common-lisp
  76         :lisp-stat-compound-data)
  77   (:export make-rv-function make-rv-function-1))
  78
  79 (defpackage :lisp-stat-basics
  80     (:use :common-lisp
  81           :lisp-stat-object-system
  82           :lisp-stat-types
  83           :lisp-stat-float
  84           :lisp-stat-macros
  85           :lisp-stat-compound-data)
  86   (:shadowing-import-from :lisp-stat-object-system
  87                           slot-value call-method call-next-method)
  88   (:export permute-array sum prod count-elements mean
  89            if-else sample))
  90
  91 (defpackage :lisp-stat-float
  92   (:use :common-lisp)
  93   (:export +stat-float-typing+ +stat-cfloat-typing+ +stat-float-template+
  94            machine-epsilon base-float makedouble
  95
  96            make-base-trans-fun-2 make-base-trans-fun
  97
  98            BASE-LOG BASE-EXP BASE-EXPT BASE-SQRT BASE-SIN BASE-COS
  99            BASE-TAN BASE-ASIN BASE-ACOS BASE-ATAN BASE-SINH
 100            BASE-COSH BASE-TANH BASE-ASINH BASE-ACOSH BASE-ATANH
 101            BASE-ABS BASE-PHASE BASE-FFLOOR BASE-FCEILING BASE-FTRUNCATE
 102            BASE-FROUND BASE-SIGNUM BASE-CIS))
 103
 104 (defpackage :lisp-stat-macros
 105   (:use :common-lisp
 106         :lisp-stat-compound-data)
 107   (:export make-rv-function make-rv-function-1))
 108
 109 ;;; NEW CLOS STRUCTURE
 110
 111 (defpackage :lisp-stat-data-clos
 112   (:use :common-lisp
 113         :lisp-matrix)
 114   (:export get-variable-matrix get-variable-vector
 115            ;; generic container class for data -- if small enough
 116            ;; could be value, otherwise might be reference.
 117            data-pointer))
 118
 119 #|
 120 (defpackage :lisp-stat-regression-linear-clos
 121   (:use :common-lisp
 122         :lisp-matrix
 123         :lisp-stat-data-clos)
 124   (:export regression-model))
 125 |#
 126
 127
 128 ;;; USER PACKAGES
 129
 130 (defpackage :lisp-stat-ffi-int
 131   (:use :common-lisp
 132         :cffi)
 133   (:export ccl-store-integer ccl-store-double ccl-store-ptr
 134            get-buf ))
 135
 136 (defpackage :lisp-stat-probability
 137   (:use :common-lisp
 138         :cffi
 139         :lisp-stat-ffi-int
 140         :lisp-stat-macros)
 141   (:export log-gamma set-seed
 142            uniform-rand
 143            normal-cdf normal-quant normal-dens normal-rand
 144            bivnorm-cdf
 145            cauchy-cdf cauchy-quant cauchy-dens cauchy-rand
 146            gamma-cdf gamma-quant gamma-dens gamma-rand
 147            chisq-cdf chisq-quant chisq-dens chisq-rand
 148            beta-cdf beta-quant beta-dens beta-rand
 149            t-cdf t-quant t-dens t-rand
 150            f-cdf f-quant f-dens f-rand
 151            poisson-cdf poisson-quant poisson-pmf poisson-rand
 152            binomial-cdf binomial-quant binomial-pmf binomial-rand))
 153
 154
 155 #| removed, replace by lisp-matrix
 156 (defpackage :lisp-stat-matrix
 157   (:use :common-lisp
 158         :cffi
 159         :lisp-stat-compound-data)
 160   (:export matrixp ;;  matrix -- conflicts!
 161            num-rows num-cols matmult identity-matrix diagonal
 162            row-list column-list inner-product outer-product
 163            cross-product
 164            ;; transpose bind-columns bind-rows
 165            array-data-vector vector-to-array
 166
 167            check-matrix check-square-matrix
 168
 169            copy-array copy-vector
 170            ))
 171 |#
 172
 173 #| replaced by lisp-matrix
 174 (defpackage :lisp-stat-linalg-data
 175   (:use :common-lisp
 176         :cffi
 177         :lisp-stat-ffi-int
 178         :lisp-stat-types
 179         :lisp-stat-compound-data
 180         :lisp-stat-matrix)
 181   (:export ;; more to add
 182       +mode-in+ +mode-re+ +mode-cx+ mode-of
 183
 184       la-data-mode la-allocate la-free
 185
 186       la-get-double la-put-double
 187       la-put-integer
 188
 189       la-matrix la-free-matrix la-matrix-to-data la-data-to-matrix
 190       la-vector la-free-vector la-vector-to-data la-data-to-vector ))
 191 |#
 192
 193 (defpackage :lisp-stat-math
 194    (:use :common-lisp
 195          :lisp-stat-object-system
 196          :lisp-stat-macros
 197          :lisp-stat-compound-data
 198          :lisp-stat-float)
 199    (:shadowing-import-from :lisp-stat-object-system
 200                            slot-value call-method call-next-method)
 201    (:shadow expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 202            asin acos atan sinh cosh tanh asinh acosh atanh float random
 203            truncate floor ceiling round minusp zerop plusp evenp oddp
 204            < <= = /= >= > ;; complex
 205            conjugate realpart imagpart phase
 206            min max logand logior logxor lognot ffloor fceiling
 207            ftruncate fround signum cis)
 208    (:export ^ ** expt + - * / mod rem pmin pmax abs 1+ 1- log exp sqrt sin cos
 209            tan asin acos atan sinh cosh tanh asinh acosh atanh float random
 210            truncate floor ceiling round minusp zerop plusp evenp oddp < <= =
 211            /= >= > ;; complex
 212            conjugate realpart imagpart phase min max
 213            logand logior logxor lognot ffloor fceiling ftruncate fround
 214            signum cis)
 215    (:documentation "Vectorization of numerical functions"))
 216
 217
 218 #| ;; some of this goes back in, but not all of it?
 219 (defpackage :lisp-stat-linalg
 220   (:use :common-lisp
 221         :cffi
 222         :lisp-matrix
 223         :lisp-stat-math
 224         :lisp-stat-types
 225         :lisp-stat-float
 226         :lisp-stat-compound-data)
 227   (:shadowing-import-from :lisp-stat-math
 228           expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 229           asin acos atan sinh cosh tanh asinh acosh atanh float random
 230           truncate floor ceiling round minusp zerop plusp evenp oddp
 231           < <= = /= >= > complex conjugate realpart imagpart phase
 232           min max logand logior logxor lognot ffloor fceiling
 233           ftruncate fround signum cis)
 234   (:export chol-decomp lu-decomp lu-solve determinant inverse
 235            sv-decomp qr-decomp rcondest make-rotation spline
 236            kernel-dens kernel-smooth
 237            fft make-sweep-matrix sweep-operator ax+y eigen
 238
 239            check-real ;; for optimize
 240
 241            covariance-matrix matrix print-matrix solve
 242            backsolve eigenvalues eigenvectors accumulate cumsum combine
 243            lowess))
 244
 245 |#
 246
 247
 248
 249
 250 (defpackage :lisp-stat-data
 251   (:documentation "Data management, integration, I/O, and other data technologies.")
 252   (:nicknames :ls-data)
 253   (:use :common-lisp
 254         :lisp-stat-object-system
 255         :lisp-stat-config
 256         :lisp-stat-types
 257         :lisp-stat-compound-data)
 258   (:shadowing-import-from :lisp-stat-object-system
 259                           slot-value call-method call-next-method)
 260   (:export open-file-dialog read-data-file read-data-columns load-data
 261            load-example *variables* *ask-on-redefine*
 262            def variables savevar undef))
 263
 264 (defpackage :lisp-stat-descriptive-statistics
 265  (:use :common-lisp
 266        :lisp-stat-data
 267        :lisp-stat-math
 268        :lisp-stat-compound-data
 269        :lisp-matrix
 270        :lisp-stat-basics)
 271    (:shadowing-import-from :lisp-stat-math ;; life is a vector!
 272       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 273       asin acos atan sinh cosh tanh asinh acosh atanh float random
 274       truncate floor ceiling round minusp zerop plusp evenp oddp
 275       < <= = /= >= > ;; complex
 276       conjugate realpart imagpart phase
 277       min max logand logior logxor lognot ffloor fceiling
 278       ftruncate fround signum cis)
 279    (:export standard-deviation quantile median interquartile-range
 280             fivnum sample))
 281
 282
 283 (defpackage :lisp-stat-regression-linear
 284   (:use :common-lisp
 285         :lisp-matrix
 286         :lisp-stat-object-system
 287         :lisp-stat-basics
 288         :lisp-stat-compound-data
 289 #|
 290         :lisp-stat-math
 291         :lisp-stat-descriptive-statistics
 292 |#
 293         )
 294   (:shadowing-import-from :lisp-stat-object-system
 295                           slot-value call-method call-next-method)
 296 #|
 297   (:shadowing-import-from :lisp-stat-math
 298       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 299       asin acos atan sinh cosh tanh asinh acosh atanh float random
 300       truncate floor ceiling round minusp zerop plusp evenp oddp
 301       < <= = /= >= > ;; complex
 302       conjugate realpart imagpart phase
 303       min max logand logior logxor lognot ffloor fceiling
 304       ftruncate fround signum cis)
 305 |#
 306   (:export regression-model regression-model-proto x y intercept
 307            ;; sweep-matrix
 308            basis weights included
 309            total-sum-of-squares residual-sum-of-squares
 310            predictor-names response-name case-labels
 311            ;; functions for helpers
 312            lm xtxinv
 313            ))
 314
 315 (defpackage :lisp-stat
 316     (:documentation "Experimentation package for LispStat.  Serious
 317     work should be packaged up elsewhere for reproducibility.  By this
 318     I mean, creating a data/analytics/analysis package with the
 319     minimal set of objects required.")
 320   (:use :common-lisp
 321         :lisp-stat-object-system
 322         :lisp-stat-compound-data
 323         :lisp-stat-probability
 324         :lisp-stat-types
 325         :lisp-stat-float
 326         :lisp-stat-basics
 327         :lisp-stat-data
 328         :lisp-stat-math
 329         :lisp-matrix ;; conversion to a more robust linalg approach
 330         :lisp-stat-descriptive-statistics
 331         :lisp-stat-regression-linear)
 332   (:shadowing-import-from :lisp-stat-object-system
 333         slot-value call-method call-next-method)
 334   (:shadowing-import-from :lisp-stat-math
 335         expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 336         asin acos atan sinh cosh tanh asinh acosh atanh float random
 337         truncate floor ceiling round minusp zerop plusp evenp oddp
 338         < <= = /= >= >
 339         ;;complex
 340         conjugate realpart imagpart phase
 341
 342         min max
 343         logand logior logxor lognot
 344         ffloor fceiling ftruncate fround
 345         signum cis)
 346   (:export
 347    ;; lsobjects :
 348    defproto defproto2
 349    defmeth send
 350
 351    ;; lstypes :
 352    fixnump check-nonneg-fixnum check-one-fixnum
 353    check-one-real check-one-number
 354
 355    ;; lsmacros:
 356
 357    ;; lsfloat :
 358    machine-epsilon
 359
 360    ;; compound :
 361    compound-data-p *compound-data-proto* compound-object-p
 362    compound-data-seq compound-data-length
 363    element-list element-seq
 364    sort-data order rank
 365    recursive-map-elements map-elements
 366    repeat
 367    check-sequence
 368    get-next-element make-next-element set-next-element
 369    ;; sequencep
 370    iseq
 371    ordered-nneg-seq
 372    select which
 373    difference rseq
 374
 375    ;; lsmath.lsp
 376    ^ ** expt + - * / mod rem pmin pmax abs 1+ 1- log exp sqrt sin cos
 377    tan asin acos atan sinh cosh tanh asinh acosh atanh float random
 378    truncate floor ceiling round minusp zerop plusp evenp oddp < <= =
 379    /= >= > ;; complex
 380    conjugate realpart imagpart phase min max
 381    logand logior logxor lognot ffloor fceiling ftruncate fround
 382    signum cis
 383
 384 #| ;; The following need to be re-found in lisp-matrix...
 385
 386    ;; matrices.lisp
 387    matrixp num-rows num-cols matmult identity-matrix diagonal row-list
 388    column-list inner-product outer-product cross-product transpose
 389    bind-columns bind-rows
 390
 391    ;; linalg.lisp
 392    chol-decomp lu-decomp lu-solve determinant inverse
 393    sv-decomp qr-decomp rcondest make-rotation spline
 394    kernel-dens kernel-smooth
 395    fft make-sweep-matrix sweep-operator ax+y eigen
 396    check-real
 397    covariance-matrix matrix print-matrix solve
 398    backsolve eigenvalues eigenvectors accumulate cumsum combine
 399    lowess
 400
 401    ;; in linalg.lisp, possibly not supported by matlisp
 402    spline kernel-dens kernel-smooth
 403
 404 |#
 405
 406    ;; optimize.lsp
 407    newtonmax nelmeadmax
 408
 409    ;; lispstat-macros
 410    make-rv-function make-rv-function-1
 411
 412    ;; data.lisp
 413    open-file-dialog read-data-file read-data-columns load-data
 414    load-example *variables* *ask-on-redefine*
 415    def variables savevar undef
 416
 417    ;; statistics.lsp  (descriptions, should probably be moved
 418    ;; later...?
 419    standard-deviation quantile median interquartile-range
 420    fivnum sample
 421
 422    ;; probability (dists.lisp)
 423    log-gamma set-seed
 424    uniform-rand normal-cdf normal-quant normal-dens
 425    normal-rand bivnorm-cdf cauchy-cdf cauchy-quant cauchy-dens
 426    cauchy-rand gamma-cdf gamma-quant gamma-dens gamma-rand
 427    chisq-cdf chisq-quant chisq-dens chisq-rand beta-cdf beta-quant
 428    beta-dens beta-rand t-cdf t-quant t-dens t-rand f-cdf f-quant
 429    f-dens f-rand poisson-cdf poisson-quant poisson-pmf poisson-rand
 430    binomial-cdf binomial-quant binomial-pmf binomial-rand
 431
 432    ;; Here is where we have a problem -- lispstat core should be core
 433    ;; data management and config problems, with packages providing
 434    ;; specialized extensions to LispStat, i.e. regression, nonlin
 435    ;; regression, bayesian regression via laplace approximation, etc.
 436
 437    ;; The following could be considered "recommended packages",
 438    ;; similar to the idea of the recommended packages in R.  Probably
 439    ;; we want them to do the exporting within that package, therefore
 440    ;; NOT being able to lock the "data-ish" package, but only the
 441    ;; subpackages prior to export.
 442
 443    ;; regression.lsp
 444    ;; -- linear regressin models.
 445    regression-model regression-model-proto x y intercept sweep-matrix
 446    basis weights included total-sum-of-squares residual-sum-of-squares
 447    predictor-names response-name case-labels
 448    lm xtxinv
 449
 450    ;; nonlin.lsp
 451    ;; -- nonlinear regression models
 452    nreg-model nreg-model-proto mean-function theta-hat epsilon
 453    count-limit verbose
 454    ;; we might need something like xtxinv here?  But should be
 455    ;; encapsulated, so we use the one in regression.lisp
 456
 457    ;; bayes.lsp
 458    bayes-model bayes-model-proto bayes-internals))
 459
 460
 461 ;;;; PACKAGES FOR USEABILITY
 462
 463 (defpackage :lisp-stat-data-examples
 464   (:documentation "Example data for unittests, examples, illustrations,")
 465   (:use :common-lisp
 466         :lisp-stat)
 467   (:shadowing-import-from :lisp-stat
 468       slot-value call-method call-next-method
 469
 470       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 471       asin acos atan sinh cosh tanh asinh acosh atanh float random
 472       truncate floor ceiling round minusp zerop plusp evenp oddp
 473       < <= = /= >= > > ;; complex
 474       conjugate realpart imagpart phase
 475       min max logand logior logxor lognot ffloor fceiling
 476       ftruncate fround signum cis
 477
 478       <= float imagpart)
 479   (:export iron aluminum absorbtion
 480            diabetes dlabs))
 481
 482
 483 (defpackage :lisp-stat-user
 484   (:documentation "Experimentation package for LispStat.
 485 Serious work should be placed in a similar package elsewhere for
 486 reproducibility.  But this should hint as to what needs to be
 487 done for a user- or analysis-package.")
 488   (:nicknames :ls-user)
 489   (:use :common-lisp
 490         :lisp-matrix
 491         :lisp-stat
 492         :lisp-stat-data-examples) ;; this last is to have 'things to play with'
 493   (:shadowing-import-from :lisp-stat
 494       slot-value call-method call-next-method
 495
 496       expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 497       asin acos atan sinh cosh tanh asinh acosh atanh float random
 498       truncate floor ceiling round minusp zerop plusp evenp oddp
 499       < <= = /= >= > > ;; complex
 500       conjugate realpart imagpart phase
 501       min max logand logior logxor lognot ffloor fceiling
 502       ftruncate fround signum cis
 503
 504       <= float imagpart))
 505
 506 (defpackage :lisp-stat-unittests
 507   (:use :common-lisp :lift :lisp-stat :lisp-stat-data-examples)
 508   (:shadowing-import-from :lisp-stat
 509         slot-value call-method call-next-method ;; objects
 510         expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan ;; lsmath
 511         asin acos atan sinh cosh tanh asinh acosh atanh float random
 512         truncate floor ceiling round minusp zerop plusp evenp oddp
 513         < <= = /= >= > ;; complex
 514         conjugate realpart imagpart phase
 515         min max logand logior logxor lognot ffloor fceiling
 516         ftruncate fround signum cis)
 517   (:export run-lisp-stat-tests run-lisp-stat-test scoreboard ; exec
 518            almost= almost=lists numerical=)) ; compare
 519
 520 (defpackage :lisp-stat-data-clos-example
 521   (:use :common-lisp
 522         :lift  :lisp-stat-unittests
 523         :lisp-stat-data-examples
 524         :lisp-stat-data-clos)
 525   (:export absorbtion aluminum iron))
 526
 527
 528 (defpackage :lisp-stat-optimize
 529  (:use :common-lisp
 530        :cffi
 531        :lisp-matrix
 532        :lisp-stat-ffi-int
 533        :lisp-stat-object-system
 534        :lisp-stat-types
 535        :lisp-stat-compound-data
 536        :lisp-stat-math
 537        :lisp-stat-float
 538        :lisp-stat-basics
 539 #|
 540        :lisp-stat-matrix
 541        :lisp-stat-linalg-data
 542        :lisp-stat-linalg
 543 |#
 544        )
 545  (:shadowing-import-from :lisp-stat-object-system
 546                          slot-value call-method call-next-method)
 547  (:shadowing-import-from :lisp-stat-math
 548            expt + - * / ** mod rem abs 1+ 1- log exp sqrt sin cos tan
 549            asin acos atan sinh cosh tanh asinh acosh atanh float random
 550            truncate floor ceiling round minusp zerop plusp evenp oddp
 551            < <= = /= >= > complex conjugate realpart imagpart phase
 552            min max logand logior logxor lognot ffloor fceiling
 553            ftruncate fround signum cis)
 554  (:export
 555      ;; derivatives
 556      numgrad numhess
 557
 558      ;; optimization
 559      newtonmax nelmeadmax))